Correlation and Volatility Dynamics in International Real Estate Securities Markets
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Bibliographic InfoArticle provided by Springer in its journal The Journal of Real Estate Finance and Economics.
Volume (Year): 39 (2009)
Issue (Month): 2 (August)
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Web page: http://www.springerlink.com/link.asp?id=102945
Time-varying correlation; Volatility; Dynamic conditional correlation model; Real estate securities markets; Stock markets;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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